Vest: stops reserve 0.02% of the position for slippage, not 0.1%

A platform may now state its own stop slippage share
(PlatformClient.stopSlippageFraction); the daily-loss reserve is the
larger of 10% of the limit and that share of the position. Vest's 9
measured stop-outs filled 0.9 points past the trigger on average and
2.25 at worst, against the ~30 points 0.1% held back. On a $1,400 day
with ~$495k of NDX the stop goes from ~$880 to ~$1,230, and the leg
sizes up for the same hold. Sizing, the placed stop, the dashboard's
next stop and the reset guard all use it; other platforms keep 0.1%.

Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
This commit is contained in:
Brandon Li
2026-10-27 11:34:27 -05:00
co-authored by Claude Opus 5.5
parent f0c1569d96
commit beddbdcf6c
11 changed files with 75 additions and 18 deletions
+1 -1
View File
@@ -473,7 +473,7 @@ function AccountRow({ account, firm, hideDead, privacy, onAssigned, onStateChang
<span className="text-red-600" title="Last stand: hitting the day's loss limit would leave this account within 15% of that loss above its max-drawdown floor — nothing left to trade on — so the next leg carries no daily-loss stop and runs to its take-profit or the firm's breach"> · no stop (last stand)</span>
)}
{typeof account.dllRoom === 'number' && (
<span className="text-slate-500" title="Hard daily loss limit: what the firm's day may still lose before a breach. A reserve — 10% of the limit, or 0.1% of the position if larger — is never spent."> · DLL room ${fmt(account.dllRoom)}</span>
<span className="text-slate-500" title="Hard daily loss limit: what the firm's day may still lose before a breach. A reserve — 10% of the limit, or 0.1% of the position if larger (0.02% on Vest) — is never spent."> · DLL room ${fmt(account.dllRoom)}</span>
)}
{account.holdEstimate && (
<span